Hi Matt,
Thanks for your excellent answer as usual!!
It looks like those support statements might have been expanded on since we put Exchange in - I don't remember ever finding statements for the binaries etc. so clearly, hence we only went with the database volumes.
The plan IS to move the windows and binary drives (OS drives C and D) over to the block level storage too, so that issue should be ticked off thankfully. We're actually replacing all our NFS VM storage with the fiber block-level storage so the transport / client access servers will move to that too.
Thanks again!